Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 99.84%
September 30, 2024 99.84%
August 31, 2024 99.72%
July 31, 2024 99.49%
June 30, 2024 99.37%
May 31, 2024 99.37%
April 30, 2024 99.37%
March 31, 2024 99.37%
February 29, 2024 98.51%
January 31, 2024 98.51%
December 31, 2023 98.51%
November 30, 2023 98.51%
October 31, 2023 95.52%
September 30, 2023 93.08%
August 31, 2023 92.55%
July 31, 2023 90.22%
June 30, 2023 89.72%
May 31, 2023 88.14%
April 30, 2023 84.94%
March 31, 2023 84.94%
February 28, 2023 84.94%
January 31, 2023 84.94%
December 31, 2022 84.94%
November 30, 2022 84.94%
October 31, 2022 84.94%
Date Value
September 30, 2022 84.94%
August 31, 2022 84.94%
July 31, 2022 84.94%
June 30, 2022 84.94%
May 31, 2022 84.94%
April 30, 2022 84.94%
March 31, 2022 84.94%
February 28, 2022 84.94%
January 31, 2022 84.94%
December 31, 2021 84.94%
November 30, 2021 84.94%
October 31, 2021 84.94%
September 30, 2021 84.94%
August 31, 2021 84.94%
July 31, 2021 84.94%
June 30, 2021 84.94%
May 31, 2021 84.94%
April 30, 2021 84.94%
March 31, 2021 84.94%
February 28, 2021 84.94%
January 31, 2021 84.94%
December 31, 2020 84.94%
November 30, 2020 84.94%
October 31, 2020 84.94%
September 30, 2020 84.94%

Max Drawdown Definition

Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

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Max Drawdown (5Y) Range, Past 5 Years

66.97%
Minimum
Nov 2019
99.84%
Maximum
Sep 2024
87.26%
Average
84.94%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks